| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 312.500 | 6.10 | Aaa | - | - | - | - | 37.50% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| B | USD | 67.500 | 7.80 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| C | USD | 27.500 | 8.60 | - | - | A | - | - | 18.50% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| D | USD | 32.500 | 9.10 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| E | USD | 19.000 | 9.70 | Ba3 | - | - | - | - | 8.20% | - | Floating | SOFR | - | 695 | SOFR+695 | - | - |
| Equity | USD | 44.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-10-20; Redemption: 2024-04-20;
B: First Pay: 2022-10-20; Redemption: 2024-04-20;
C: First Pay: 2022-10-20; Redemption: 2024-04-20;
D: First Pay: 2022-10-20; Redemption: 2024-04-20;
E: First Pay: 2022-10-20; Redemption: 2024-04-20;
Equity: First Pay: 2022-10-20; Redemption: 2024-04-20;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2027